add log
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zhangkun9038@dingtalk.com
parent
a87dae45cc
commit
1b4a86198d
@ -123,6 +123,7 @@ class StaticGrid(IStrategy):
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dataframe['enter_tag'] = ''
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if len(dataframe) == 0:
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print(f"[StaticGrid] {metadata['pair']} dataframe 为空，跳过", file=sys.stderr, flush=True)
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return dataframe
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pair = metadata['pair']
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@ -132,20 +133,36 @@ class StaticGrid(IStrategy):
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grid_manager = self.grid_managers[pair]
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current_price = dataframe['close'].iloc[-1]
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print(f"[StaticGrid] {pair} populate_entry_trend 执行 - 价格: {current_price:.2f}",
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file=sys.stderr, flush=True)
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# 询问网格管理器是否应该加仓
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adjustment = grid_manager.decide_adjustment()
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print(f"[StaticGrid] {pair} decide_adjustment 返回: {adjustment}",
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file=sys.stderr, flush=True)
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if adjustment:
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if adjustment.type == AdjustmentType.ENTRY:
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# 初始建仓
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dataframe.loc[dataframe.index[-1], 'enter_long'] = True
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dataframe.loc[dataframe.index[-1], 'enter_tag'] = f"grid_entry_{current_price:.0f}"
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print(f"[StaticGrid] {pair} 初始建仓信号 @ {current_price:.2f}", file=sys.stderr, flush=True)
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print(f"[StaticGrid] {pair} 初始建仓信号 @ {current_price:.2f} (ENTRY 设置为 True)",
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file=sys.stderr, flush=True)
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elif adjustment.type == AdjustmentType.ADD:
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# 加仓
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dataframe.loc[dataframe.index[-1], 'enter_long'] = True
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dataframe.loc[dataframe.index[-1], 'enter_tag'] = f"grid_add_{current_price:.0f}"
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print(f"[StaticGrid] {pair} 加仓信号 @ {current_price:.2f}", file=sys.stderr, flush=True)
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print(f"[StaticGrid] {pair} 加仓信号 @ {current_price:.2f} (ADD 设置为 True)",
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file=sys.stderr, flush=True)
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else:
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print(f"[StaticGrid] {pair} 无操作建议", file=sys.stderr, flush=True)
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# 打印最终的 enter_long 状态
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enter_long_value = dataframe.loc[dataframe.index[-1], 'enter_long']
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enter_tag_value = dataframe.loc[dataframe.index[-1], 'enter_tag']
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print(f"[StaticGrid] {pair} 最终状态 - enter_long: {enter_long_value}, enter_tag: {enter_tag_value}",
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file=sys.stderr, flush=True)
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return dataframe
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@ -156,21 +173,37 @@ class StaticGrid(IStrategy):
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dataframe['exit_long'] = False
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if len(dataframe) == 0:
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print(f"[StaticGrid] {metadata['pair']} dataframe 为空，跳过出场逻辑",
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file=sys.stderr, flush=True)
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return dataframe
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pair = metadata['pair']
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if pair not in self.grid_managers:
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print(f"[StaticGrid] {pair} GridManager 不存在，跳过出场逻辑",
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file=sys.stderr, flush=True)
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return dataframe
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grid_manager = self.grid_managers[pair]
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print(f"[StaticGrid] {pair} populate_exit_trend 执行",
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file=sys.stderr, flush=True)
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# 询问网格管理器是否应该平仓
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adjustment = grid_manager.decide_adjustment()
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print(f"[StaticGrid] {pair} exit 决策结果: {adjustment}",
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file=sys.stderr, flush=True)
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if adjustment and adjustment.type == AdjustmentType.EXIT:
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# 平仓
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dataframe.loc[dataframe.index[-1], 'exit_long'] = True
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print(f"[StaticGrid] {pair} 平仓信号 @ {grid_manager.current_price:.2f}", file=sys.stderr, flush=True)
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print(f"[StaticGrid] {pair} 平仓信号 @ {grid_manager.current_price:.2f} (EXIT 设置为 True)",
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file=sys.stderr, flush=True)
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# 打印最终的 exit_long 状态
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exit_long_value = dataframe.loc[dataframe.index[-1], 'exit_long']
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print(f"[StaticGrid] {pair} 最终 exit_long: {exit_long_value}",
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file=sys.stderr, flush=True)
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return dataframe
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@ -181,26 +214,47 @@ class StaticGrid(IStrategy):
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加仓逻辑：根据 GridManager 的决策进行加仓
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"""
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pair = trade.pair
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print(f"[StaticGrid] {pair} adjust_trade_position 执行 - 当前价: {current_rate:.2f}, 利润: {current_profit:.4f}",
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file=sys.stderr, flush=True)
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print(f"[StaticGrid] {pair} Trade 信息 - 持仓: {trade.amount:.6f}, 平均价: {trade.open_rate:.2f}, stake: {trade.stake_amount:.2f}",
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file=sys.stderr, flush=True)
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if pair not in self.grid_managers:
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return None
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print(f"[StaticGrid] {pair} GridManager 不存在，创建新的",
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file=sys.stderr, flush=True)
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self._init_grid_manager(pair)
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grid_manager = self.grid_managers[pair]
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# 同步 Trade 对象的信息到 GridManager（用于加仓决策）
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grid_manager.sync_from_trade_object(trade, self.dp.current_candle().get('candle_index', 0))
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# 询问网格管理器是否应该加仓
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adjustment = grid_manager.decide_adjustment()
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print(f"[StaticGrid] {pair} decide_adjustment 返回: {adjustment}",
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file=sys.stderr, flush=True)
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if adjustment and adjustment.type == AdjustmentType.ADD:
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# 计算加仓金额
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stake_amount = adjustment.quantity * self.STAKE
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print(f"[StaticGrid] {pair} 加仓决策 - 数量: {adjustment.quantity}, 金额: {stake_amount} USDT",
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file=sys.stderr, flush=True)
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print(f"[StaticGrid] {pair} 可用金额范围 - min: {min_stake:.2f}, max: {max_stake:.2f}",
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file=sys.stderr, flush=True)
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# 检查是否超过最大可用金额
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if stake_amount <= max_stake:
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print(f"[StaticGrid] {pair} ✅ 加仓批准 - 返回金额: {stake_amount:.2f}",
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file=sys.stderr, flush=True)
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return stake_amount
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else:
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print(f"[StaticGrid] {pair} 加仓金额超过最大值，跳过",
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print(f"[StaticGrid] {pair} ❌ 加仓金额超过最大值 ({stake_amount:.2f} > {max_stake:.2f})，跳过",
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file=sys.stderr, flush=True)
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return None
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else:
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print(f"[StaticGrid] {pair} 无加仓建议，返回 None",
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file=sys.stderr, flush=True)
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return None
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